dnna: I just started a new game without an import. I think the only differences are that you don't get Raven armour and stronger weapons and that there might be some dialogue options missing where you can discuss the events from the first game (or, alternatively, conversations contain 'game canon', such as princess Adda being dead - if you import a save where you saved her, they mention her being alive).
It's worth importing if you're new to the game because you get valuable armour and weapons that help you until you get used to combat. I died a thousand times the first time around (WITH an import); now that I've learned to fight the vanilla game is a breeze :)
Same thing here. Second Insane run (after 1 complete and 2 "interrupted"). I chose to go with default canon New Game and besides Adda I can't tell any other thing different from my saves. (But I haven't reached Order/Scoiatel in Act 3.. might have some differences from my usual TW1 path)